Rio's mother was a princess from the Karasuki kingdom in the Yagumo region, after Zen becomes her bodyguard she would quickly get attracted to him as he would often tell her stories of the outside world. She would, along with Gouki and Kayoko silence the people against Zen being her bodyguard and would teach him all the necessary manners and etiquette for a royal guard. She would often ask Zen to be taken outside of the castle to places like his village, no matter how much he tells her that there wasn't anything interesting there. Her father realized their feelings for each other long ago and wanting to let them getting married wasn't able to because the nobles from other factions wouldn't allow her to get married with an upstart like Zen despite being famous as a hero of war throughout the kingdom and she herself having a low position in the succession list.
(Source: Seirei Gensouki Wiki)
